Subset sum problems with digraph constraints

We introduce and study optimization problems which are related to the well-known Subset Sum problem. In each new problem, a node-weighted digraph is given and one has to select a subset of vertices whose total weight does not exceed a given budget. Some additional constraints called digraph constraints and maximality need to be satisfied. The digraph constraint imposes that a node must belong to the solution if at least one of its predecessors is in the solution. An alternative of this constraint says that a node must belong to the solution if all its predecessors are in the solution. The maximality constraint ensures that no superset of a feasible solution is also feasible. The combination of these constraints provides four problems. We study their complexity and present some approximation results according to the type of input digraph, such as directed acyclic graphs and oriented trees

Strong Bounds for Resource Constrained Project Scheduling: Preprocessing and Cutting Planes

Resource Constrained Project Scheduling Problems (RCPSPs) without preemption are well-known NP-hard combinatorial optimization problems. A feasible RCPSP solution consists of a time-ordered schedule of jobs with corresponding execution modes, respecting precedence and resources constraints. In this paper, we propose a cutting plane algorithm to separate five different cut families, as well as a new preprocessing routine to strengthen resource-related constraints. New lifted versions of the well-known precedence and cover inequalities are employed. At each iteration, a dense conflict graph is built considering feasibility and optimality conditions to separate cliques, odd-holes and strengthened Chv\'atal-Gomory cuts. The proposed strategies considerably improve the linear relaxation bounds, allowing a state-of-the-art mixed-integer linear programming solver to find provably optimal solutions for 754 previously open instances of different variants of the RCPSPs, which was not possible using the original linear programming formulations.Comment:

Polyhedral techniques in combinatorial optimization II: computations

Combinatorial optimization problems appear in many disciplines ranging from management and logistics to mathematics, physics, and chemistry. These problems are usually relatively easy to formulate mathematically, but most of them are computationally hard due to the restriction that a subset of the variables have to take integral values. During the last two decades there has been a remarkable progress in techniques based on the polyhedral description of combinatorial problems. leading to a large increase in the size of several problem types that can be solved. The basic idea behind polyhedral techniques is to derive a good linear formulation of the set of solutions by identifying linear inequalities that can be proved to be necessary in the description of the convex hull of feasible solutions. Ideally we can then solve the problem as a linear programming problem, which can be done efficiently. The purpose of this manuscript is to give an overview of the developments in polyhedral theory, starting with the pioneering work by Dantzig, Fulkerson and Johnson on the traveling salesman problem, and by Gomory on integer programming. We also present some modern applications, and computational experience

Resource constrained shortest paths and extensions

In this thesis, we use integer programming techniques to solve the resource constrained shortest path problem (RCSPP) which seeks a minimum cost path between two nodes in a directed graph subject to a finite set of resource constraints. Although NP-hard, the RCSPP is extremely useful in practice and often appears as a subproblem in many decomposition schemes for difficult optimization problems. We begin with a study of the RCSPP polytope for the single resource case and obtain several new valid inequality classes. Separation routines are provided, along with a polynomial time algorithm for constructing an auxiliary conflict graph which can be used to separate well known valid inequalities for the node packing polytope. We establish some facet defining conditions when the underlying graph is acyclic and develop a polynomial time sequential lifting algorithm which can be used to strengthen one of the inequality classes. Next, we outline a branch-and-cut algorithm for the RCSPP. We present preprocessing techniques and branching schemes which lead to strengthened linear programming relaxations and balanced search trees, and the majority of the new inequality classes are generalized to consider multiple resources. We describe a primal heuristic scheme that uses fractional solutions, along with the current incumbent, to search for new feasible solutions throughout the branch-and-bound tree. A computational study is conducted to evaluate several implementation choices, and the results demonstrate that our algorithm outperforms the default branch-and-cut algorithm of a leading integer programming software package. Finally, we consider the dial-a-flight problem (DAFP), a new vehicle routing problem that arises in the context of on-demand air transportation and is concerned with the scheduling of a set of travel requests for a single day of operations. The DAFP can be formulated as an integer multicommodity network flow model consisting of several RCSPPs linked together by set partitioning constraints which guarantee that all travel requests are satisfied. Therefore, we extend our branch-and-cut algorithm for the RCSPP to solve the DAFP. Computational experiments with practical instances provided by the DayJet Corporation verify that the extended algorithm also outperforms the default branch-and-cut algorithm of a leading integer programming software package.Ph.D.Committee Co-Chair: George L. Nemhauser; Committee Co-Chair: Shabbir Ahmed; Committee Member: Martin W. P. Savelsbergh; Committee Member: R. Gary Parker; Committee Member: Zonghao G